+8,398.6%
TPR vs IRM
+2,658.2%
+5,740.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +14.2% | -8.6% | +22.8% | +18.4% |
| 30D | +17.1% | -8.0% | +25.1% | +20.8% |
| 3M | -17.7% | -12.0% | -5.7% | -13.9% |
| 6M | -10.2% | -18.2% | +8.0% | -2.8% |
| YTD | +4.9% | +31.4% | -26.5% | -11.7% |
| 1Y | +36.1% | +9.2% | +27.0% | +25.4% |
| 3Y | +416.5% | +94.6% | +321.9% | +243.3% |
| 5Y | +254.8% | +170.2% | +84.6% | +95.1% |
| 10Y | +391.7% | +464.3% | -72.6% | +79.9% |
| All | +8,398.6% | +2,658.2% | +5,740.4% | +1,002.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling